Third order efficient tests in exponential lattice models (Q1086948)
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scientific article; zbMATH DE number 3986440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Third order efficient tests in exponential lattice models |
scientific article; zbMATH DE number 3986440 |
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Third order efficient tests in exponential lattice models (English)
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1986
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In his previous paper ibid. 13, 67-108 (1983; Zbl 0509.62019), the author shows that UMPU one-sided tests for full rank multivariate exponential families of lattice distributions are not uniformly efficient of order \(o(n^{-1})\) in the class of all tests that are asymptotically similar of this order. Here better asymptotically similar tests are proposed which maximize the power in this class for one specified value of the nuisance parameter.
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third order efficient tests
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uniformly most powerful unbiased tests
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contiguous alternatives
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full rank multivariate exponential families of lattice distributions
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asymptotically similar tests
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nuisance parameter
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